+104.3%
CEG vs ES
+46.3%
+58.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.4% |
| 7D | -4.7% | +1.9% | -6.6% | -4.9% |
| 30D | -16.6% | +7.1% | -23.6% | -17.0% |
| 3M | -4.1% | -1.9% | -2.2% | -4.1% |
| 6M | -22.3% | +4.4% | -26.7% | -22.6% |
| YTD | -28.9% | +7.3% | -36.3% | -29.1% |
| 1Y | -28.5% | +2.1% | -30.6% | -28.9% |
| 3Y | +104.3% | +41.8% | +62.4% | +93.8% |
| All | +104.3% | +46.3% | +58.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling